+2,890.3%
AVGO vs DPZ
+153.7%
+2,736.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.6% | +3.4% |
| 7D | -0.3% | -1.5% | +1.2% | 0.0% |
| 30D | -13.8% | -4.4% | -9.4% | -13.0% |
| 3M | -6.9% | +7.6% | -14.6% | -9.5% |
| 6M | +11.9% | -16.9% | +28.9% | +16.4% |
| YTD | +6.9% | -18.6% | +25.5% | +11.6% |
| 1Y | +7.4% | -26.7% | +34.1% | +15.1% |
| 3Y | +345.6% | -9.3% | +354.9% | +337.7% |
| 5Y | +718.9% | -31.0% | +749.9% | +759.5% |
| All | +2,890.3% | +153.7% | +2,736.6% | +1,948.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling